Calendar effect and in-sample forecasting

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Bibliographic Details
Main Authors: Mammen, Enno (Author) , Martinez Miranda, Maria Dolores (Author) , Nielsen, Jens Perch (Author) , Vogt, Michael (Author)
Format: Article (Journal)
Language:English
Published: 2021
In: Insurance. Mathematics & economics
Year: 2021, Volume: 96, Pages: 31-52
ISSN:0167-6687
Subjects:
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Author Notes:Enno Mammen, María Dolores Martínez-Miranda, Jens Perch Nielsen, Michael Vogt